Email: danbm (at) huji (dot) ac (dot) il


PhD, Economics, UCLA, 2012

MS, Financial Mathematics, Stanford University, 2005

BA, Economics, Mathematics, Stanford University, 2004


Identification of Joint Distributions in Dependent Factor Models (2018), Econometric Theory

We identify and estimate joint distributions in a factor model with subsets of arbitrarily dependent unobservables.

Identification of Additive and Polynomial Models of Mismeasured Regressors Without Instruments (2017), with Xavier D’Haultfœuille and Arthur Lewbel, Journal of Econometrics

We identify nonparametric functions g and h in the model Y = g(X*) + h(Z) + U, E(U|X*,Z)=0 where X* is measured with error and without any side information. Similarly, we identify the polynomial P in the model Y=P(X*,Z) + U, E(U|X*,Z)=0 .

Linear Errors-in-Variables and Dependent Factor Models

We provide necessary and sufficient conditions for identification in the linear errors-in-variables model, extending Reiersol (1950) from the single regressor model to the multiple regressor model. We introduce a new estimator for the coefficients using second derivatives of the empirical log characteristic function. We extend identification from the errors-in-variables model to linear factor models that allow for subsets of arbitrarily dependent unobservables.